Anic Equity¶

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Total return since start: 0.612 %¶

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Equity now: -----------------------------> 49237.57 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43306.78 Kr¶

PnL: ---------------------------------------> -1568.8 Kr¶

DD now: ---------------------------------> -7.309 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 16:08:44.087999'

Anic Portfolio¶

Today¶

Return: 0.038 %¶

This Week¶

Return: -2.983 %¶

Total portfolio value¶

Return including deposits: 61.191 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -2.460000 1509.650000 86.650000 6.090000 1423.000014
JM 7 3.460000 963.200000 13.200000 1.390000 950.000002
Hennes & Mauritz B 6 0.860000 924.840000 12.840000 1.410000 912.000000
Nederman Holding 1 0.000000 206.000000 7.000000 3.520000 199.000000
Atrium Ljungberg B 5 -0.550000 898.500000 -5.500000 -0.610000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.850000 980.400000 -12.600000 -1.270000 993.000000
Eastnine 6 -2.200000 640.800000 -16.200000 -2.470000 657.000000
BioGaia B 8 -1.510000 887.200000 -16.800000 -1.860000 904.000000
INVISIO 15 -0.420000 3555.000000 -17.000000 -0.480000 3571.999995
Biotage 1 -0.900000 131.800000 -17.200000 -11.540000 149.000000
Creaspac SPAC 40 0.000000 3816.000000 -18.000000 -0.470000 3834.000000
Bufab 3 -0.400000 1054.200000 -21.800000 -2.030000 1076.000001
OX2 12 -0.470000 886.800000 -22.200000 -2.440000 909.000000
Vitrolife 3 -1.460000 648.600000 -28.400000 -4.190000 677.000001
Alimak Group 12 -0.610000 976.800000 -30.200000 -3.000000 1007.000004
Investor B 3 -0.330000 626.700000 -31.300000 -4.760000 657.999999
AcadeMedia 20 -2.070000 946.000000 -32.000000 -3.270000 978.000000
Latour B 4 -0.770000 823.200000 -32.800000 -3.830000 856.000000
Sandvik 4 -1.070000 813.200000 -34.800000 -4.100000 848.000000
Sagax A 4 0.000000 848.000000 -38.000000 -4.290000 886.000000
EQT 4 0.820000 834.400000 -38.600000 -4.420000 873.000000
Byggmax Group 33 -0.710000 927.960000 -39.040000 -4.040000 966.999990
Hexatronic Group 15 -0.920000 1031.700000 -39.300000 -3.670000 1071.000000
Sagax B 4 -1.220000 845.200000 -39.800000 -4.500000 885.000000
Vitec Software Group B 2 -1.120000 1064.000000 -40.000000 -3.620000 1104.000000
Gränges 10 -2.010000 998.500000 -40.500000 -3.900000 1039.000000
Platzer Fastigheter Holding B 12 0.000000 909.600000 -41.400000 -4.350000 951.000000
Addnode Group B 7 -1.120000 863.100000 -41.900000 -4.630000 904.999998
SKF B 5 -0.740000 937.500000 -42.500000 -4.340000 980.000000
Catena 2 -0.050000 762.400000 -43.600000 -5.410000 806.000000
Hoist Finance 36 -1.470000 966.600000 -44.400000 -4.390000 1010.999988
HEXPOL B 8 0.270000 889.600000 -67.400000 -7.040000 957.000000
Hexagon B 26 -1.130000 3300.700000 -119.300000 -3.490000 3420.000012
Orrön Energy 170 -2.500000 1926.100000 -119.900000 -5.860000 2045.999980
VEF 788 -0.360000 1761.970000 -141.030000 -7.410000 1903.000300
Sedana Medical 93 0.650000 2577.960000 -405.620000 -13.600000 2983.577733
TOTAL 43306.780000 -1568.800000 -7.3094% 44875.578016

Updated:¶

'2023-06-22 16:09:02.007255'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶